+634.6%
XYZ vs ED
+136.7%
+497.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.5% |
| 7D | +12.6% | +2.1% | +10.5% | +12.3% |
| 30D | +10.8% | +12.4% | -1.6% | +8.9% |
| 3M | +8.4% | +13.1% | -4.8% | +6.4% |
| 6M | +14.3% | +14.1% | +0.3% | +11.9% |
| YTD | +31.5% | +23.1% | +8.4% | +26.5% |
| 1Y | +28.1% | +25.4% | +2.7% | +22.7% |
| 3Y | +66.2% | +47.9% | +18.3% | +49.7% |
| 5Y | -62.3% | +81.9% | -144.2% | -67.7% |
| 10Y | +634.6% | +141.3% | +493.3% | +538.7% |
| All | +634.6% | +136.7% | +497.9% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling